| 更新時間： | 2022年11月25日 PM 8:19:32 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/09/22 | 34.760% | 17165.87 | 21.047% | 19.670% | +15.090% | 19.670% | +15.090% |
| 30/09/22 | 32.660% | 17222.83 | 20.483% | 19.967% | +12.693% | 24.559% | +8.101% |
| 03/10/22 | 33.390% | 17079.51 | 20.396% | 20.314% | +13.076% | 24.485% | +8.905% |
| 05/10/22 | 29.430% | 18087.97 | 29.639% | 22.518% | +6.912% | 26.772% | +2.658% |
| 06/10/22 | 29.130% | 18012.15 | 29.640% | 24.241% | +4.889% | 28.621% | +0.509% |
| 07/10/22 | 29.940% | 17740.05 | 29.836% | 25.999% | +3.941% | 30.483% | -0.543% |
| 10/10/22 | 33.420% | 17216.66 | 31.113% | 28.125% | +5.295% | 32.283% | +1.137% |
| 11/10/22 | 35.990% | 16832.36 | 29.883% | 30.022% | +5.968% | 34.214% | +1.776% |
| 12/10/22 | 36.220% | 16701.03 | 29.884% | 30.071% | +6.149% | 34.023% | +2.197% |
| 13/10/22 | 37.720% | 16389.11 | 29.069% | 29.957% | +7.763% | 33.648% | +4.072% |
| 14/10/22 | 36.350% | 16587.69 | 29.730% | 29.936% | +6.414% | 33.378% | +2.972% |
| 17/10/22 | 35.820% | 16612.90 | 29.768% | 29.667% | +6.153% | 32.347% | +3.473% |
| 18/10/22 | 33.660% | 16914.58 | 30.755% | 29.841% | +3.819% | 32.292% | +1.368% |
| 19/10/22 | 33.500% | 16511.28 | 31.012% | 30.067% | +3.433% | 32.290% | +1.210% |
| 20/10/22 | 35.330% | 16280.22 | 30.648% | 30.383% | +4.947% | 32.379% | +2.951% |
| 21/10/22 | 35.100% | 16211.12 | 30.279% | 30.493% | +4.607% | 32.246% | +2.854% |
| 24/10/22 | 43.120% | 15180.69 | 36.589% | 31.857% | +11.263% | 32.903% | +10.217% |
| 25/10/22 | 41.210% | 15165.59 | 36.675% | 33.041% | +8.169% | 33.855% | +7.355% |
| 26/10/22 | 38.600% | 15317.67 | 37.160% | 34.270% | +4.330% | 34.833% | +3.767% |
| 27/10/22 | 36.580% | 15427.94 | 36.112% | 35.363% | +1.217% | 35.654% | +0.926% |
| 28/10/22 | 39.700% | 14863.06 | 37.696% | 36.846% | +2.854% | 36.846% | +2.854% |
| 31/10/22 | 39.470% | 14687.02 | 37.558% | 37.040% | +2.430% | 45.863% | -6.393% |
| 01/11/22 | 38.030% | 15455.27 | 42.633% | 38.232% | -0.202% | 47.025% | -8.995% |
| 02/11/22 | 36.570% | 15827.17 | 38.257% | 38.451% | -1.881% | 46.979% | -10.409% |
| 03/11/22 | 37.050% | 15339.49 | 39.164% | 39.062% | -2.012% | 47.404% | -10.354% |
| 04/11/22 | 37.740% | 16161.14 | 44.002% | 40.323% | -2.583% | 48.603% | -10.863% |
| 07/11/22 | 37.670% | 16595.91 | 44.238% | 41.659% | -3.989% | 49.187% | -11.517% |
| 08/11/22 | 36.160% | 16557.31 | 43.883% | 41.909% | -5.749% | 49.138% | -12.978% |
| 09/11/22 | 34.940% | 16358.52 | 44.063% | 43.070% | -8.130% | 50.145% | -15.205% |
| 10/11/22 | 35.920% | 16081.04 | 44.240% | 44.085% | -8.165% | 50.965% | -15.045% |
| 11/11/22 | 37.320% | 17325.66 | 50.920% | 45.469% | -8.149% | 52.191% | -14.871% |
| 14/11/22 | 37.970% | 17619.71 | 51.092% | 46.840% | -8.870% | 52.611% | -14.641% |
| 15/11/22 | 38.580% | 18343.12 | 52.095% | 48.482% | -9.902% | 54.057% | -15.477% |
| 16/11/22 | 37.970% | 18256.48 | 51.823% | 50.034% | -12.064% | 55.377% | -17.407% |
| 17/11/22 | 36.790% | 18045.66 | 52.097% | 51.606% | -14.816% | 56.692% | -19.902% |
| 18/11/22 | 34.860% | 17992.54 | 52.178% | 51.857% | -16.997% | 56.542% | -21.682% |
| 21/11/22 | 34.800% | 17655.91 | 48.846% | 51.408% | -16.608% | 54.786% | -19.986% |
| 22/11/22 | 32.820% | 17424.41 | 49.315% | 50.852% | -18.032% | 53.776% | -20.956% |
| 23/11/22 | 31.200% | 17523.81 | 48.904% | 50.268% | -19.068% | 52.745% | -21.545% |
| 24/11/22 | 30.330% | 17660.90 | 48.689% | 49.586% | -19.256% | 51.623% | -21.293% |
| 25/11/22 | 29.660% | 17573.58 | 47.707% | 48.692% | -19.032% | 50.292% | -20.632% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/09/22 | 40.020% | 5912.25 | 22.327% | 21.280% | +18.740% | 21.280% | +18.740% |
| 30/09/22 | 36.500% | 5914.08 | 21.603% | 21.484% | +15.016% | 26.425% | +10.075% |
| 03/10/22 | 37.460% | 5856.82 | 21.406% | 21.654% | +15.806% | 26.100% | +11.360% |
| 05/10/22 | 33.380% | 6224.61 | 31.061% | 23.749% | +9.631% | 28.235% | +5.145% |
| 06/10/22 | 33.070% | 6185.58 | 31.080% | 25.495% | +7.575% | 30.102% | +2.968% |
| 07/10/22 | 33.930% | 6074.65 | 31.460% | 27.322% | +6.608% | 32.035% | +1.895% |
| 10/10/22 | 37.700% | 5880.71 | 32.876% | 29.576% | +8.124% | 33.949% | +3.751% |
| 11/10/22 | 40.570% | 5729.58 | 31.645% | 31.624% | +8.946% | 36.040% | +4.530% |
| 12/10/22 | 40.590% | 5692.42 | 31.639% | 31.740% | +8.850% | 35.911% | +4.679% |
| 13/10/22 | 42.420% | 5560.80 | 31.076% | 31.739% | +10.681% | 35.650% | +6.770% |
| 14/10/22 | 40.600% | 5629.30 | 31.738% | 31.795% | +8.805% | 35.451% | +5.149% |
| 17/10/22 | 39.820% | 5633.23 | 31.573% | 31.534% | +8.286% | 34.383% | +5.437% |
| 18/10/22 | 36.160% | 5756.31 | 32.783% | 31.762% | +4.398% | 34.371% | +1.789% |
| 19/10/22 | 37.340% | 5597.79 | 33.346% | 32.103% | +5.237% | 34.476% | +2.864% |
| 20/10/22 | 39.610% | 5512.30 | 32.805% | 32.449% | +7.161% | 34.581% | +5.029% |
| 21/10/22 | 38.940% | 5517.44 | 32.750% | 32.651% | +6.289% | 34.529% | +4.411% |
| 24/10/22 | 48.450% | 5114.48 | 40.585% | 34.454% | +13.996% | 35.586% | +12.864% |
| 25/10/22 | 45.690% | 5180.31 | 41.151% | 36.127% | +9.563% | 37.018% | +8.672% |
| 26/10/22 | 42.490% | 5217.54 | 41.432% | 37.745% | +4.745% | 38.365% | +4.125% |
| 27/10/22 | 39.750% | 5242.86 | 40.659% | 39.316% | +0.434% | 39.639% | +0.111% |
| 28/10/22 | 44.370% | 5028.98 | 42.421% | 41.250% | +3.120% | 41.250% | +3.120% |
| 31/10/22 | 44.480% | 4938.56 | 42.477% | 41.628% | +2.852% | 51.544% | -7.064% |
| 01/11/22 | 42.670% | 5209.60 | 47.538% | 42.906% | -0.236% | 52.773% | -10.103% |
| 02/11/22 | 40.400% | 5355.03 | 43.506% | 43.320% | -2.920% | 52.927% | -12.527% |
| 03/11/22 | 41.750% | 5170.51 | 44.495% | 44.087% | -2.337% | 53.503% | -11.753% |
| 04/11/22 | 42.550% | 5482.52 | 49.799% | 45.563% | -3.013% | 54.919% | -12.369% |
| 07/11/22 | 42.250% | 5636.21 | 49.937% | 47.055% | -4.805% | 55.558% | -13.308% |
| 08/11/22 | 40.840% | 5602.61 | 49.509% | 47.449% | -6.609% | 55.634% | -14.794% |
| 09/11/22 | 39.510% | 5534.76 | 49.659% | 48.680% | -9.170% | 56.677% | -17.167% |
| 10/11/22 | 40.550% | 5417.13 | 49.864% | 49.754% | -9.204% | 57.518% | -16.968% |
| 11/11/22 | 42.080% | 5867.31 | 56.772% | 51.148% | -9.068% | 58.710% | -16.630% |
| 14/11/22 | 42.640% | 5979.80 | 57.005% | 52.562% | -9.922% | 59.038% | -16.398% |
| 15/11/22 | 43.230% | 6269.29 | 58.302% | 54.320% | -11.090% | 60.567% | -17.337% |
| 16/11/22 | 42.590% | 6225.71 | 57.969% | 55.982% | -13.392% | 61.960% | -19.370% |
| 17/11/22 | 41.230% | 6140.57 | 58.290% | 57.668% | -16.438% | 63.352% | -22.122% |
| 18/11/22 | 39.220% | 6125.40 | 58.306% | 57.975% | -18.755% | 63.213% | -23.993% |
| 21/11/22 | 39.290% | 6001.90 | 54.057% | 57.385% | -18.095% | 61.156% | -21.866% |
| 22/11/22 | 37.150% | 5901.22 | 54.173% | 56.559% | -19.409% | 59.811% | -22.661% |
| 23/11/22 | 35.170% | 5945.11 | 53.890% | 55.743% | -20.573% | 58.490% | -23.320% |
| 24/11/22 | 33.440% | 5992.35 | 53.739% | 54.833% | -21.393% | 57.085% | -23.645% |
| 25/11/22 | 33.280% | 5971.10 | 52.541% | 53.680% | -20.400% | 55.444% | -22.164% |